Stress Testing at the IMF /

For almost a decade, the IMF has been using stress tests to identify vulnerabilities across institutions that could undermine the stability of a country's financial system. This working paper focuses on the IMF's experience with stress testing in the Financial Sector Assessment Program (FS...

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书目详细资料
主要作者: Swinburne, Mark
其他作者: Moretti, Marina, Stolz, Stephanie Marie
格式: 杂志
语言:English
出版: Washington, D.C. : International Monetary Fund, 2008.
丛编:IMF Working Papers; Working Paper ; No. 2008/206
在线阅读:Full text available on IMF
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100 1 |a Swinburne, Mark. 
245 1 0 |a Stress Testing at the IMF /  |c Mark Swinburne, Stephanie Marie Stolz, Marina Moretti. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 2008. 
300 |a 1 online resource (23 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a For almost a decade, the IMF has been using stress tests to identify vulnerabilities across institutions that could undermine the stability of a country's financial system. This working paper focuses on the IMF's experience with stress testing in the Financial Sector Assessment Program (FSAP). It provides background on the nature of an FSAP and the role of macro stress testing within it. It also describes how the methodology of stress testing in FSAPs has been evolving and what are fairly common approaches now being used. Finally, it discusses the main strengths and challenges for future development of macro stress testing in FSAPs and provides an overview of stress testing practice in European FSAPs. 
538 |a Mode of access: Internet 
700 1 |a Moretti, Marina. 
700 1 |a Stolz, Stephanie Marie. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2008/206 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2008/206/001.2008.issue-206-en.xml  |z IMF e-Library